+45.9%
CSCO vs SMR
-87.0%
+132.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.0% |
| 7D | -6.1% | -9.5% | +3.5% | -5.3% |
| 30D | -8.2% | -33.2% | +25.0% | -5.4% |
| 3M | -14.6% | -45.9% | +31.4% | -11.2% |
| 6M | +12.7% | -57.9% | +70.6% | +18.7% |
| YTD | +37.0% | -63.8% | +100.8% | +45.3% |
| 1Y | +45.9% | -85.6% | +131.5% | +61.4% |
| All | +45.9% | -87.0% | +132.9% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling